Path regularity for stochastic differential equations in Banach spaces

• Auteur principal: Dettweiler, Johanna (auth)
• Format: Électronique Chapitre de livre
• Langue: anglais
• Publié: KIT Scientific Publishing 2007
• Sujets: Partielle Differentialgl; Stochastischer Prozess; Banach-Raum; Stark stetige Halbgruppe; Regularität; Stochastisches Integral
• Accès en ligne: DOAB: download the publication; DOAB: description of the publication

In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given the existence of solutions we show regularity of the paths of the solution. In dependence on properties of the operators in the equation or on geometrical properties of the underlying Banachspace we...